Pages that link to "Item:Q5110266"

The following pages link to A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266):

Displaying 2 items.

• Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
• Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)